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Details about Ulrich Krüger

Workplace:Deutsche Bundesbank (German Federal Bank), (more information at EDIRC)

Access statistics for papers by Ulrich Krüger.

Last updated 2024-04-09. Update your information in the RePEc Author Service.

Short-id: pkr363


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Working Papers

2022

  1. Banks' strategic interaction, adverse price dynamics and systemic liquidity risk
    Discussion Papers, Deutsche Bundesbank Downloads
  2. Calibrating capital buffers for other systemically important institutions (O-SIIs) in Germany - Utilising the equal expected impact approach
    Technical Papers, Deutsche Bundesbank Downloads

2015

  1. The credit quality channel: Modeling contagion in the interbank market
    Discussion Papers, Deutsche Bundesbank Downloads View citations (2)
    See also Journal Article The credit quality channel: Modeling contagion in the interbank market, Journal of Financial Stability, Elsevier (2016) Downloads View citations (19) (2016)

2014

  1. Interbank lending and distress: Observables, unobservables, and network structure
    Discussion Papers, Deutsche Bundesbank Downloads View citations (10)

2011

  1. Do capital buffers mitigate volatility of bank lending? A simulation study
    Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank Downloads View citations (5)

2005

  1. Time series properties of a rating system based on financial ratios
    Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank Downloads View citations (11)

Journal Articles

2016

  1. The credit quality channel: Modeling contagion in the interbank market
    Journal of Financial Stability, 2016, 25, (C), 83-97 Downloads View citations (19)
    See also Working Paper The credit quality channel: Modeling contagion in the interbank market, Discussion Papers (2015) Downloads View citations (2) (2015)
 
Page updated 2024-04-10